+187.9%
URI vs TLN
+583.6%
-395.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.1% | +0.8% |
| 7D | -2.0% | +7.1% | -9.0% | -3.4% |
| 30D | -12.9% | -3.9% | -9.1% | -12.3% |
| 3M | -6.7% | -16.2% | +9.4% | -3.7% |
| 6M | +19.0% | -5.8% | +24.8% | +18.9% |
| YTD | +25.5% | -15.4% | +41.0% | +27.4% |
| 1Y | +5.5% | -16.7% | +22.2% | +6.8% |
| 3Y | +111.3% | +473.8% | -362.4% | +17.5% |
| All | +187.9% | +583.6% | -395.7% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling